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This interview features Nenad Kerkez—better known as “Tarantula”—a Croatia-based FX trader and educator recognized for his Camarilla-driven intraday approach and ruthless focus on money management. He’s traded for and coached thousands, delivered webinars across Europe, and built a track record by treating demos like real and by running multiple portfolios instead of one oversized account. If you’ve seen his work, you know why he matters: he turns “follow the market, don’t fight it” into a clear, executable plan for retail traders.
In this piece, you’ll learn Tarantula’s core idea that money management—not entries—is the real Holy Grail, plus how he builds “POC zones” with confluence (trend, price action, Fibonacci, and Camarilla levels) to time trades with intent. We’ll unpack his risk playbook—profit stops like banks, a hard cap of no more than five percent per trade, sensible use of leverage on small accounts, and why a trading plan beats any single indicator. You’ll walk away with a practical blueprint you can apply to your own strategy—step-by-step, beginner-friendly, and brutally honest about what actually drives consistent results.
Nenad Kerkez (Tarantula) Playbook & Strategy: How He Actually Trades
Core philosophy and daily setup
Here’s the foundation that keeps Nenad consistent: trade with the trend, lean on objective levels, and let risk control do the heavy lifting. Before any chart, he builds a routine that removes guesswork and keeps his focus on execution.
- Open the platform at the same time each day; no discretionary “late starts.”
- Pre-mark the trend on H1/H4 using a simple 20/50 EMA stack; only trade in trend direction.
- Load Camarilla H/L levels for the current session on M15/M5.
- Hide indicators you don’t actively use; the screen should show price, EMAs, Camarilla, and ATR only.
- Define the day’s “do-not-trade” windows (news spikes, low-liquidity minutes) in advance.
Which markets and when he trades them
Nenad favors liquid FX majors and indices during their most active sessions. The goal is clean moves, tight spreads, and consistent volatility—nothing exotic that adds execution noise.
- Primary watchlist: EURUSD, GBPUSD, USDJPY, XAUUSD, DAX, US500.
- London session for EUR/GBP pairs; New York for USD crosses and gold.
- Avoid the first 3 minutes after tier-one news; reassess levels after volatility cools.
- If the spread widens beyond 1.5x normal, skip the setup regardless of signal quality.
Framework: Camarilla levels + trend + confluence
Camarilla gives structure; the trend filter keeps you out of counter-moves. Nenad trades “zones,” not single lines, combining levels with price action and volatility to create a high-intent area.
- Trade with the H1/H4 trend only; counter-trend requires twice the R multiple—otherwise skip.
- Use H3/H4 (support) and L3/L4 (resistance) as primary reaction zones; H5/L5 for extensions.
- Confirm with one additional element: prior session high/low, round number, or fair value gap.
- Validate with ATR(14) on M15; if target < 0.75× ATR, pass—there’s not enough room.
Building the “POC zone”
This is where the trade lives: a small band where multiple edges overlap. The zone turns a scattered chart into a single, executable plan.
- Draw a 5–12-pip band around the Camarilla level that aligns with the trend and a second factor.
- Only place orders inside this band; ignore signals outside it, even if they look pretty.
- If the zone breaks cleanly and closes beyond by >0.5× ATR(14, M5), wait for a retest and redefine it.
Entry triggers he actually uses
Nenad keeps triggers simple so the rules travel well across pairs and sessions. You’re not predicting; you’re reacting where the odds are justified by structure.
- Primary trigger: M5 rejection wick that closes back into the POC zone with trend.
- Alternative: Break-retest of the zone with a strong close in trend direction (body > prior body).
- No trigger if two consecutive M5 closes print against the trend inside the zone—stand down.
- Use limit orders only if the spread is stable and the zone is tight; otherwise, enter on the market after the candle closes.
Position sizing and risk limits
Money management is the edge. Nenad sizes positions to volatility, caps single-trade risk, and protects the account first—entries are secondary.
- Hard cap: risk ≤ 0.5–1.0% per trade on normal days; 0.25% around major events.
- Distance-based sizing: position = (account × risk%) ÷ stop size (in pips × pip value).
- Stop goes beyond the zone: 1.2× the zone width or below/above the Camarilla level plus buffer.
- Never increase risk after a drawdown; cut size by half after three consecutive losses.
Trade management: “profit stop” like a bank
Rather than chasing runners, Nenad locks gains when the market pays, then lets partials work. This keeps equity climbing even when the market turns choppy.
- First scale at +0.8–1.0R; move stop to breakeven on remainder.
- Second scale at next Camarilla level (H4→H5 or L4→L5) or prior day high/low.
- Trail remainder with a structure stop behind the last M15 swing; do not use fixed pip trails.
- If M15 prints a strong counter close through the 20 EMA, exit all—don’t “hope” it comes back.
Targeting and R multiples
Targets are built from session structure and average range—not wishful thinking. The math ensures your average win can absorb normal strike rates.
- Base target = nearest Camarilla level in trend direction; only take trades with ≥1.5R to that target.
- If ATR(14, M15) < 60% of the typical for that pair, reduce target to 1.2–1.5R or skip the trade.
- Never widen targets mid-trade; adjust only pre-entry when volatility estimates change.
Handling news and volatility spikes
Spikes can invalidate levels or deliver quick fills into slippage. Nenad neutralizes that by planning the exceptions before he sees them.
- Stand aside for NFP, CPI, central bank rates, and pressers; reassess levels afterward.
- If already in a trade before the news, reduce risk by scaling out to half and hard-stop the rest.
- After a major release, redraw Camarilla and rebuild POC zones; treat pre-news zones as stale.
Small accounts: leverage and survival rules
Nenad is pragmatic with smaller accounts: use leverage carefully, keep risk tiny, and let compounding do the work. The goal is survival and skill—not home runs.
- Max effective leverage at entry ≤ 5:1 for FX; ≤ 2:1 for indices and gold.
- Keep risk per trade at 0.25–0.5% until 50 trades of data prove edge > 1.2 profit factor.
- Withdraw nothing until you’ve logged 100 trades with plan compliance ≥ 90%.
Weekly workflow and journaling
The routine glues the edge to your actual behavior. Plan the week, review the numbers, and correct the drift before it becomes a habit.
- Sunday: mark key levels, define pairs for the week, set news blackout windows.
- Daily: pre-session checklist (trend, Camarilla, ATR, spreads, do-not-trade windows).
- Post-session: log R result, max favorable/Adverse excursion (MFE/MAE), rule compliance (yes/no).
- Friday: tag top 3 mistakes, write one correction you’ll apply next week, archive 2–3 A+ screenshots.
Common mistakes he avoids
Most losses come from breaking simple rules. Nenad reduces error by defining what not to do—and sticking to it.
- No counter-trend trades unless the next level offers ≥ 2R with tight structure.
- No adding to losers, ever; scratch and wait for a clean re-entry at a rebuilt zone.
- No trades in the “dead zone”: 30 minutes after session open and 30 minutes before session close for that instrument.
- No FOMO rotations: if two setups in a row fail, pause for one hour and reassess volatility/levels.
Size risk first, entries second: a survival-first trading plan
Nenad Kerkez makes one thing painfully clear: the market rewards risk discipline long before it cares about your entry trick. He sizes positions according to what the account can absorb, not what the ego wants to win. Before he even thinks about buying or selling, he decides the maximum loss in currency terms and backs into position size from there. That single habit turns random outcomes into controlled experiments.
Kerkez treats each trade like a business invoice—pre-agreed risk, no renegotiation mid-flight. Stops sit where the idea is proven wrong, not where the loss “feels” comfortable. If volatility expands, he shrinks in size; if volatility contracts, he allows slightly larger size but never beyond his hard cap. The message is simple: protect the account first, and your entries will finally have the room to work.
Build confluence zones with Camarilla levels, trend filter, and ATR.
Nenad Kerkez doesn’t trade single lines—he trades areas where several edges overlap. He starts with the H1/H4 trend to choose direction, then maps Camarilla levels to locate likely reaction points. Around those levels, he builds a small “decision band” and waits for the price to step into it with the trend behind him. ATR confirms there’s enough range to make the risk worthwhile.
Kerkez keeps it practical: a zone means business only if at least two elements agree—trend plus Camarilla, or Camarilla plus prior session high/low, or a round number. If price rips through the band on strong momentum, he waits for a retest rather than chasing. When ATR is compressed, he narrows expectations or skips the setup entirely. The goal is simple: stack probabilities first, then act—never the other way around.
Trade mechanics over predictions: precise triggers, clean stops, disciplined scaling
Nenad Kerkez treats forecasts like background noise and execution like the main event. He waits for a clear trigger—such as a rejection wick closing back into his zone with trend—instead of guessing what price “should” do. Stops go where the idea is invalidated, not where the P&L hurts less, and they’re set before the order is live. By locking rules upfront, Kerkez removes the temptation to “adjust” after emotions spike.
Scaling is equally mechanical: take a first partial around 1R, move to breakeven, and let the rest trail behind structure on M15. If two candles print against the trend inside the zone, he stands down rather than forcing a fill. When momentum blasts through a zone, he doesn’t chase—he waits for the retest to keep risk tight. The result is a repeatable loop: trigger, stop, partials, trail—no predictions required, just disciplined execution.
Let volatility set targets: realistic R multiples, trail structure, not price.e
Nenad Kerkez lets the day’s volatility define what’s possible instead of forcing fixed targets. He gauges ATR to estimate room to run and only takes trades that can reasonably deliver at least 1.5R to the next structural level. When ATR compresses, he cuts expectations or skips the trade—no wishful thinking, just probabilities. This keeps his take-profits aligned with how the market is actually moving, not how he hopes it will move.
Kerkez then trails behind the structure, not arbitrary pip counts. If the M15 swing structure holds, he gives the trade space; if a decisive candle closes against trend through that structure, he’s out without debate. He resists widening targets mid-trade and adjusts them only pre-entry based on updated volatility reads. The net effect is calmer execution: realistic targets, fewer whipsaws, and exits dictated by price behavior—not by hope.
Diversify by instrument, strategy, and session to smooth equity.
Nenad Kerkez spreads risk across instruments and time windows so one bad market doesn’t sink his week. He rotates between EURUSD, GBPUSD, USDJPY, gold, and a couple of indices, prioritizing the one with the cleanest trend and spreads. If London is choppy, he may pivot to New York opportunities rather than forcing trades in dead air. The aim is a steadier equity curve driven by multiple small edges instead of one fragile bet.
Kerkez also diversifies by setup type and session behavior, not just symbols. He’ll run a breakout-retest play on one pair and a rejection-wick entry on another, as long as both align with their own structures and volatility. Risk is capped per trade and per session, so he can show up tomorrow even if today underperforms. Over time, that mix—different instruments, complementary triggers, and staggered sessions—reduces variance and keeps the strategy livable.
In the end, Nenad Kerkez makes “edge” feel refreshingly practical. He hammers money management as the real Holy Grail, not a magical entry, and he treats trading like a business with a written plan, fixed risk, and zero mid-trade negotiation. His path reinforces what most skip: train on demo until the rules are second nature, size by volatility, and place stops where the idea is actually wrong. He builds point-of-confluence zones—trend, Camarilla levels, prior highs/lows, and simple momentum reads—so he’s reacting to structure, not predicting headlines. When price rips through a level, he waits for the retest instead of chasing. Targets come from what the day can realistically pay, and he locks gains with “profit stops” the way banks do, letting partials trail behind structure. The tone throughout is brutally consistent: protect the account first, and execution quality will finally matter.
For working traders, that translates into a livable playbook. Kerkez diversifies across instruments and sessions to smooth the equity curve, caps risk so a cold day doesn’t nuke the week, and refuses to widen targets just to feel better. He leans on London for EUR/GBP, New York for USD and gold, and stands aside for major news until the dust settles—then redraws levels and rebuilds zones. Leverage is a tool, not a lifestyle; use it to scale thoughtfully on small accounts, never to dig out of a hole. Above all, he keeps the loop tight: prepare, wait for the trigger inside the zone, execute, scale, trail, review. If you adopt one idea from Nenad Kerkez, make it this: entries are optional, but disciplined risk and a repeatable plan are not.
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